Uncertain. Maybe from the other word meaning woe, connecting the tears with oil.Or a more probable theory suggests since Latin oliva gave rise to Albanian ulli, that means that the term vaj didn't derive from Latin but rather it might have evolved from Old Albanian *vaīlë (compare the dialectal forms) and earlier *ewaila becoming cognate with Ancient Greek *ἐλαίϝα(*elaíwa) and Old Armenian եւղ(ewł, “oil”) both, in turn, deriving from a Mediterranean substrate language.